Re: [R] efficient use of lm over a matrix vs. using apply over rows

2011-08-13 Thread darius
Good Bless you Duncan. Your explanation is crisp and to the point. Thank you. -- View this message in context: http://r.789695.n4.nabble.com/efficient-use-of-lm-over-a-matrix-vs-using-apply-over-rows-tp870810p3742043.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] efficient use of lm over a matrix vs. using apply over rows

2011-08-13 Thread darius
Good Bless you Duncan. Your explanation is crisp and to the point. Thank you. -- View this message in context: http://r.789695.n4.nabble.com/efficient-use-of-lm-over-a-matrix-vs-using-apply-over-rows-tp870810p3742058.html Sent from the R help mailing list archive at Nabble.com. _

[R] fPortfolio-portfolio optimization

2013-01-06 Thread Darius H
into my functions and pass them onto the optimization function. I have written my own covariance estimation function using the "shrinkEstimator" as template. I will use the shrunk estimation of the covariance matrix with my own set of predicted returns. My code is below. Many than

[R] I need help in seeing the code

2014-07-21 Thread Darius Mulia
Hi there, I am Darius and I am taking the R Programming course in Coursera. I have a problem that I had spent so much looking for the problem. I wrote my code and I believe that the code works perfectly fine because it produces the result as what the course demanded. However, when I tried to

[R] AIC or AICc for a system of equations

2011-08-14 Thread Darius H
of equations. I have the printout from one of the systems below. Many thanks in advance, Darius. > selMod(calibresult1, Order = "AICc") modelLL K N2KAIC 1 ism1 + per1 + spread1 + unemp1 70.69719 6 19.8 -129.39438 7 ism1 + per1 + spr

[R] predict() function on a list made up of a system of equations

2011-08-14 Thread Darius H
archives. I have also tried unlist() as to no avail. Many thanks, Darius. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

[R] Writing multiple regression in one function

2011-08-02 Thread Darius H
Hello all, I am newbie to R and have not been able to find too much stuff on a version of VAR(p) I am working on. Would someone be able to tell me if there is a more elegant way of writing A function for the following? Many thanks in advance. Darius I am regressing returns of 8 asset

[R] rolling regression

2011-10-02 Thread Darius H
ance of each regressor and the standard error in addition to R-sq without having to spend the next week, that would be helpful as well. Many thanks, Darius [[alternative HTML version deleted]] __ R-h

Re: [R] rolling regression

2011-10-03 Thread Darius H
, what do you mean by: "You probably need to use a time series model that has forecasting built into it..." Many thanks, Darius > From: michael.weyla...@gmail.com > Date: Mon, 3 Oct 2011 13:16:47 -0400 > Subject: Re: [R] rolling regression > To: xeno...@hotmail.com > CC: r-h

Re: [R] rolling regression

2011-10-05 Thread Darius H
rix having forecasted risk-free returns -asset_forecast is a 648x7 matrix holding 7 forecasted asset class returns Can someone point out how to incorporate the changing riskfree in this model. Many than

[R] Rolling optimization

2011-10-10 Thread Darius H
would allow my to set sail in the right direction? Many thanks, Bond, Jamesss....sorry that's my screen name... Darius :)

[R] Bug or not

2007-10-06 Thread Darius Kasiulevičius
I have this sample from help. I try use command erase.screen() but in split mode sreen dont erase. Why? split.screen(c(2,1)) # split display into two screens split.screen(c(1,2),2) # split bottom half in two plot(1:10) # screen 3 is active, draw plot erase.screen() # forgot label, erase and redra